+203.1%
VLO vs OUST
+537.2%
-334.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.0% | +5.1% | -3.6% |
| 7D | -8.7% | -5.0% | -3.6% | -8.6% |
| 30D | -16.2% | -32.0% | +15.8% | -15.2% |
| 3M | +16.2% | -32.4% | +48.5% | +17.4% |
| 6M | +39.8% | +6.7% | +33.1% | +36.5% |
| YTD | +119.0% | +41.0% | +77.9% | +109.6% |
| 1Y | +110.8% | +18.0% | +92.8% | +103.2% |
| All | +203.1% | +537.2% | -334.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling